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JPYUSD=X vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPYUSD=X achieves a -2.23% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, JPYUSD=X has underperformed SOYB with an annualized return of -4.05%, while SOYB has yielded a comparatively higher 1.20% annualized return.


JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%

SOYB

1D
0.04%
1M
-4.85%
YTD
10.38%
6M
7.15%
1Y
11.25%
3Y*
-2.26%
5Y*
-0.20%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
SOYB
Teucrium Soybean Fund
10.38%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Correlation

The correlation between JPYUSD=X and SOYB is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.04

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Return for Risk

JPYUSD=X vs. SOYB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 2727
Overall Rank
SOYB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2626
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2626
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPYUSD=X vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Teucrium Soybean Fund (SOYB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPYUSD=XSOYBDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

0.82

1.16

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.79

1.29

-2.08

Martin ratioReturn relative to average drawdown

-1.16

3.08

-4.25

JPYUSD=X vs. SOYB - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the SOYB Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of JPYUSD=X and SOYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPYUSD=X vs. SOYB - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, roughly equal to the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and SOYB.


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Drawdown Indicators


JPYUSD=XSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-53.76%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-8.78%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-31.01%

+16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-31.01%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-37.52%

-0.69%

Current Drawdown

Current decline from peak

-52.52%

-17.67%

-34.85%

Average Drawdown

Average peak-to-trough decline

-26.91%

-25.74%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

3.66%

+2.49%

Volatility

JPYUSD=X vs. SOYB - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while Teucrium Soybean Fund (SOYB) has a volatility of 3.94%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

3.94%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

9.03%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

13.16%

-5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

17.98%

-8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

16.96%

-8.07%

Frequently Asked Questions


JPYUSD=X and SOYB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (3.94%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs SOYB's -53.76%.

SOYB currently has the higher Sharpe Ratio (0.86 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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